LinkedIn Profile What does the strategic foresight of chess have in common with quantitative finance? Both demand anticipating shifts, managing risk, and finding clarity in complex, data-heavy scenarios. I bring this same analytical drive to my work in quantitative research, focusing on alpha generation and risk modeling. My technical foundation stems from a double major in Business and Mathematics and a minor in Computer Science from New York University. During my quantitative research internships at China Securities, Haitong Futures, and Atlas Capital Management, I constructed alternative alpha factors, developed risk monitoring systems, and applied machine learning models to optimize quantitative strategies. These hands-on experiences have deepened my interest in quantitative research and the extraction of actionable signals from market inefficiencies. Beyond technical research, my background in chess has honed my ability to make decisive, objective choices under pressure. This strategic mindset is essential for navigating volatile markets. Upon graduation, I plan to pursue a career exclusively in quantitative research, applying advanced mathematical modeling and data engineering to generate alpha and drive robust investment performance.
